Facing undermodelling in sign-perturbed-sums system identification
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Publication:2242890
DOI10.1016/j.sysconle.2021.104936zbMath1475.93033OpenAlexW3157851059MaRDI QIDQ2242890
Balázs Csanád Csáji, Marco C. Campi, Algo Carè, Erik Weyer
Publication date: 10 November 2021
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2021.104936
system identificationleast squaresconfidence regionsfinite sample resultsuncertainty evaluationdistribution-free results
Related Items (3)
Non-asymptotic state-space identification of closed-loop stochastic linear systems using instrumental variables ⋮ Bayesian frequentist bounds for machine learning and system identification ⋮ A simple condition for the boundedness of sign-perturbed-sums (SPS) confidence regions
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